IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.69
Vega: 0.38
Theta: -0.58
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 13.65 | -7.7 | 18.82 | 253 | -47 | 473 | |||||||||
| 21 Sept | 736.60 | 20.2 | -0.3 | 13.52 | 311 | -35 | 520 | |||||||||
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| 18 Sept | 735.40 | 19.8 | 0.85 | 15.92 | 372 | -37 | 556 | |||||||||
| 14 Sept | 722.20 | 14 | 0.55 | 17.28 | 1,449 | 83 | 981 | |||||||||
| 17 Aug | 724.80 | 91.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.69
Historical price for 720 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 13.65, which was -7.7 lower than the previous day. The implied volatity was 18.82, the open interest changed by -47 which decreased total open position to 473
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 20.2, which was -0.3 lower than the previous day. The implied volatity was 13.52, the open interest changed by -35 which decreased total open position to 520
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 19.8, which was 0.85 higher than the previous day. The implied volatity was 15.92, the open interest changed by -37 which decreased total open position to 556
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 14, which was 0.55 higher than the previous day. The implied volatity was 17.28, the open interest changed by 83 which increased total open position to 981
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 91.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IRCTC 30SEP2025 720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.40
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 5.85 | 2.6 | 23.12 | 789 | -163 | 516 |
| 21 Sept | 736.60 | 3.05 | -0.7 | 19.38 | 347 | -22 | 680 |
| 18 Sept | 735.40 | 3.95 | -1.05 | 19.84 | 430 | -5 | 703 |
| 14 Sept | 722.20 | 10.3 | -0.05 | 20.22 | 279 | -1 | 572 |
| 17 Aug | 724.80 | 18 | -3.5 | 23.72 | 21 | 10 | 25 |
For Indian Rail Tour Corp Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.34
Historical price for 720 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 5.85, which was 2.6 higher than the previous day. The implied volatity was 23.12, the open interest changed by -163 which decreased total open position to 516
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 3.05, which was -0.7 lower than the previous day. The implied volatity was 19.38, the open interest changed by -22 which decreased total open position to 680
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 3.95, which was -1.05 lower than the previous day. The implied volatity was 19.84, the open interest changed by -5 which decreased total open position to 703
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 10.3, which was -0.05 lower than the previous day. The implied volatity was 20.22, the open interest changed by -1 which decreased total open position to 572
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 18, which was -3.5 lower than the previous day. The implied volatity was 23.72, the open interest changed by 10 which increased total open position to 25
